-97.1%
IRE vs MDY
+14.2%
-111.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.1% | -14.3% | -13.7% |
| 7D | -31.8% | +2.3% | -34.1% | -40.0% |
| 30D | -71.8% | +2.0% | -73.8% | -72.9% |
| 3M | -88.9% | -5.6% | -83.3% | -83.2% |
| 6M | -95.4% | +1.3% | -96.6% | -94.5% |
| YTD | -94.2% | +12.3% | -106.6% | -95.1% |
| 1Y | -97.1% | +15.8% | -112.9% | -97.6% |
| All | -97.1% | +14.2% | -111.3% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling